+35.0%
LMT vs HUM
-9.4%
+44.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.2% |
| 7D | -0.2% | +2.1% | -2.3% | -0.3% |
| 30D | -13.1% | +5.4% | -18.5% | -13.3% |
| 3M | -3.9% | +11.4% | -15.3% | -4.5% |
| 6M | -18.3% | +141.5% | -159.8% | -22.4% |
| YTD | +10.3% | +61.2% | -50.8% | +7.1% |
| 1Y | +14.2% | +49.2% | -34.9% | +11.2% |
| 3Y | +35.0% | -9.0% | +44.0% | +32.7% |
| All | +35.0% | -9.4% | +44.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling